A Parametric Algorithm for Long-Short Portfolio Optimization

Yanwu Liu, Zhongzhen Zhang, Feng Xiong, Liu Fang. A Parametric Algorithm for Long-Short Portfolio Optimization. In Proceedings of the International Workshop on Knowledge Discovery and Data Mining, WKDD 2008, Adelaide, Australia, 23-24 January 2008. pages 279-282, IEEE Computer Society, 2008. [doi]

Abstract

Abstract is missing.